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Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2012-11KIER Discussion Paper832
Available onlineOther Libraries in Japan
  • Subject Heading...tion penalties optimizing strategy risk forecasts aggressive or ...

Continuity of the value and optimal strategies when common priors change

Continuity of the value and optimal strategies when common priors change
Digital文書・図像類
Einy, Ezra, Haimanko, Ori, Tumendemberelz, BiligbaatarGraduate School of Economics, Hitotsubashi University2009-07
Available onlineOther Libraries in Japan

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
Digital文書・図像類
Santos, Paulo Araújo, Jiménez-Martín, Juan-Ángel, Amaral, Teodosio Pérez, McAleer, MichaelInstitute of Economic Research, Kyoto University2011-07KIER Discussion Paper782
Available onlineOther Libraries in Japan
  • Subject Heading...tion penalties optimizing strategy aggressive risk management co...

Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Digital文書・図像類
Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-03KIER Discussion Paper761
Available onlineOther Libraries in Japan
  • Subject Heading...tion penalties optimizing strategy aggressive risk management co...

International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord

International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-01KIER Discussion Paper757
Available onlineOther Libraries in Japan
  • Subject Heading...tion penalties optimizing strategy aggressive risk management co...

GFC-Robust Risk Management Strategies under the Basel Accord

GFC-Robust Risk Management Strategies under the Basel Accord
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-10KIER Discussion Paper727
Available onlineOther Libraries in Japan
  • Subject Heading...tion penalties optimizing strategy aggressive risk management st...

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Digital文書・図像類
McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-04KIER Discussion Paper767
Available onlineOther Libraries in Japan
  • Subject Heading...tion penalties optimizing strategy risk forecasts aggressive or ...

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-644
Other Libraries in Japan
  • Subject Heading... of violations optimizing strategy risk forecasts value-at-risk ...

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Paper文書・図像類
McAleer, Michael, Jimenez-Martin, Juan-Angel, Teodosio, Pérez-Amaral日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-643
Other Libraries in Japan
  • Subject Heading...tion penalties optimizing strategy risk forecasts aggressive or ...

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